Do you have an API?
Yes, Vertex has a REST-API available.
Do you have timestamps?
The timestamps are TAG 60 transaction time from the matching engine. Vertex does not artificially timestamp as our stamps could be different from the end user's network and worse, subject to random serialization jitter at any time. For intra-product class (energy curve, treasury curve etc.) the structure of MDP3 messages makes it vastly easier to align events and have certainty as to what is executable and when.
How is data delivered?
The Vertex Platform is a browser-based solution, optimized for Google Chrome. Once you have credentials, you can access the Platform immediately.
How much does the data cost and how long is a contract term?
Vertex offers contract terms of 30 days (month-to-month), 3 months, 6 months, or 1 year, depending on the pricing option you select.
In what time zone is the data?
Underlying data is Epoch; data is displayed in the user's local time zone.
Is the data clean?
Vertex's data has 100% integrity day after day.
Is there a free trial available?
Vertex does not offer free trials.
What Exchange data is available? Can I get historical and real-time data?
Vertex is an authorized Market Data distributor for the CME Group GLOBEX products. This includes historical and real-time data for futures and options on futures.
Who uses Vertex data?
Vertex data is used throughout the trading ecosystem. Traders, Risk Managers, Compliance Officers, Legal Counsel, Exchanges, and Regulators use Vertex data.
How far back does the historical data go?
Data is available from January 2011 to present.
What format is the CME data?
Prior to June 30, 2015, CME data is in FIX/FAST format. Effective June 30, 2015, CME data is in MDP 3.0 format. This new protocol replaces FAST compression and implements Simple Binary Encoding (SBE), which is optimized for low-bandwidth, very low-latency, direct data access.